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Equilibrium notions for games with unawareness in the literature cannot be interpreted as steady-states of a learning process because players may discover novel actions during play. In this sense, many games with unawareness are…

Computer Science and Game Theory · Computer Science 2017-07-28 Burkhard C. Schipper

We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…

Machine Learning · Computer Science 2021-01-13 Constantinos Daskalakis , Dylan J. Foster , Noah Golowich

Learning in games refers to scenarios where multiple players interact in a shared environment, each aiming to minimize their regret. An equilibrium can be computed at a fast rate of $O(1/T)$ when all players follow the optimistic…

Computer Science and Game Theory · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito , Haipeng Luo

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

Learning algorithms are essential for the applications of game theory in a networking environment. In dynamic and decentralized settings where the traffic, topology and channel states may vary over time and the communication between agents…

Machine Learning · Computer Science 2011-03-15 Quanyan Zhu , Hamidou Tembine , Tamer Basar

Pursuit-evasion games are ubiquitous in nature and in an artificial world. In nature, pursuer(s) and evader(s) are intelligent agents that can learn from experience, and dynamics (i.e., Newtonian or Lagrangian) is vital for the pursuer and…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Hao Xiong , Huanhui Cao , Lin Zhang , Wenjie Lu

We study a two-player Stackelberg game with incomplete information such that the follower's strategy belongs to a known family of parameterized functions with an unknown parameter vector. We design an adaptive learning approach to…

Computer Science and Game Theory · Computer Science 2021-01-12 Guosong Yang , Radha Poovendran , João P. Hespanha

A solution concept that is a refinement of Nash equilibria selects for each finite game a nonempty collection of closed and connected subsets of Nash equilibria as solutions. We impose three axioms for such solution concepts. The axiom of…

Theoretical Economics · Economics 2025-04-24 Srihari Govindan , Robert B. Wilson

We study multi-agent general-sum Markov games with nonlinear function approximation. We focus on low-rank Markov games whose transition matrix admits a hidden low-rank structure on top of an unknown non-linear representation. The goal is to…

Machine Learning · Computer Science 2022-11-01 Chengzhuo Ni , Yuda Song , Xuezhou Zhang , Chi Jin , Mengdi Wang

An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Machine Learning · Computer Science 2022-06-15 Qinghua Liu , Yuanhao Wang , Chi Jin

Recently, there have been several high-profile achievements of agents learning to play games against humans and beat them. In this paper, we study the problem of training intelligent agents in service of game development. Unlike the agents…

Complex environments and tasks pose a difficult problem for holistic end-to-end learning approaches. Decomposition of an environment into interacting controllable and non-controllable objects allows supervised learning for non-controllable…

Machine Learning · Computer Science 2019-01-30 Andrew Melnik , Sascha Fleer , Malte Schilling , Helge Ritter

This paper is concerned with a new type of differential game problems of forwardbackward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations,…

Optimization and Control · Mathematics 2015-10-09 Eddie C. M. Hui , Hua Xiao

We study two-player general sum repeated finite games where the rewards of each player are generated from an unknown distribution. Our aim is to find the egalitarian bargaining solution (EBS) for the repeated game, which can lead to much…

Machine Learning · Computer Science 2019-06-05 Aristide Tossou , Christos Dimitrakakis , Jaroslaw Rzepecki , Katja Hofmann

We provide a self-contained introduction to finite extensive games with perfect information. In these games players proceed in turns having, at each stage, finitely many moves to their disposal, each play always ends, and in each play the…

Computer Science and Game Theory · Computer Science 2022-04-20 Krzysztof R. Apt , Sunil Simon

We introduce a model of anonymous games with the player dependent action sets. We propose several learning procedures based on the well-known Fictitious Play and Online Mirror Descent and prove their convergence to equilibrium under the…

Optimization and Control · Mathematics 2017-04-04 Saeed Hadikhanloo

The paper studies the highly prototypical Fictitious Play (FP) algorithm, as well as a broad class of learning processes based on best-response dynamics, that we refer to as FP-type algorithms. A well-known shortcoming of FP is that, while…

Optimization and Control · Mathematics 2015-04-21 Brian Swenson , Soummya Kar , Joao Xavier

In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…

Optimization and Control · Mathematics 2026-02-10 Yiyuan Wang

Equilibrium notions for games with unawareness in the literature cannot be interpreted as steady-states of a learning process because players may discover novel actions during play. In this sense, many games with unawareness are…

Computer Science and Game Theory · Computer Science 2021-09-14 Burkhard Schipper

We consider the problem of a learning agent who has to repeatedly play a general sum game against a strategic opponent who acts to maximize their own payoff by optimally responding against the learner's algorithm. The learning agent knows…

Computer Science and Game Theory · Computer Science 2025-02-21 Eshwar Ram Arunachaleswaran , Natalie Collina , Jon Schneider